A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (Q811076): Difference between revisions
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Latest revision as of 23:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process |
scientific article |
Statements
A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (English)
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1990
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Brownian motion
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kriging
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generalized cross validation
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modified maximum likelihood estimate
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linear smoothing spline with equally spaced observations
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asymptotically normal
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asymptotic variance
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higher order smoothing splines
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